Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49058.15 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41435.25 Kr¶

PnL: ---------------------------------------> -60.03 Kr¶

DD now: ---------------------------------> -7.647 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:41:31.887334'

Anic Portfolio¶

Today¶

Return: -0.497 %¶

This Week¶

Return: -0.497 %¶

Total portfolio value¶

Return including deposits: 60.604 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1666.440000 198.900000 13.550000 1467.540000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
Platzer Fastigheter Holding B 12 0.880000 967.200000 8.400000 0.880000 958.800000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
JM 6 0.420000 865.800000 3.600000 0.420000 862.200000
Byggmax Group 33 0.280000 957.000000 2.640000 0.280000 954.360000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
EQT 4 0.190000 831.200000 1.600000 0.190000 829.600000
Hexatronic Group 12 0.000000 964.560000 0.000000 0.000000 964.560000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Hoist Finance 35 0.000000 978.250000 0.000000 0.000000 978.250000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
Clas Ohlson B 12 -0.310000 967.800000 -3.000000 -0.310000 970.800000
BioGaia B 8 -0.430000 924.000000 -4.000000 -0.430000 928.000000
Sagax B 4 -0.520000 847.600000 -4.400000 -0.520000 852.000000
Gränges 9 -0.490000 921.600000 -4.500000 -0.490000 926.100000
Bilia A 8 -0.800000 892.000000 -5.600000 -0.620000 897.600000
Catena 2 -0.760000 783.600000 -6.000000 -0.760000 789.600000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Alimak Group 11 -0.950000 917.400000 -8.800000 -0.950000 926.200000
Nordic Waterproofing Holding 7 -1.160000 953.400000 -11.200000 -1.160000 964.600000
BHG Group 97 -0.870000 1443.360000 -11.640000 -0.800000 1455.000000
Hexagon B 26 -0.410000 3437.200000 -14.300000 -0.410000 3451.500000
Bufab 3 -1.840000 1086.000000 -20.400000 -1.840000 1106.400000
Latour B 4 -2.530000 833.600000 -21.600000 -2.530000 855.200000
Indutrade 5 -1.850000 1192.000000 -22.500000 -1.850000 1214.500000
Addnode Group B 11 -2.630000 894.300000 -24.200000 -2.630000 918.500000
INVISIO 16 -0.870000 3648.000000 -32.000000 -0.870000 3680.000000
VEF 909 -2.940000 1798.000000 -47.270000 -2.560000 1845.270000
Vitec Software Group B 2 -4.800000 1032.000000 -52.000000 -4.800000 1084.000000
TOTAL 41450.760000 -44.520000 -7.62455% 41495.280000

Updated:¶

'2023-07-03 09:40:24.644406'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶